BANKNIFTY
Nifty Bank
Historical option data for BANKNIFTY
21 Nov 2024 02:28 PM IST
| BANKNIFTY 27NOV2024 54500 CE | ||||||||||
|---|---|---|---|---|---|---|---|---|---|---|
|
Delta: 0.01
Vega: 1.58
Theta: -3.35
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI | |||
| 21 Nov | 50438.75 | 4.8 | -0.80 | 24.72 | 1,50,227 | 9,685 | 68,627 | |||
| 19 Nov | 50626.50 | 5.6 | -0.90 | 21.64 | 1,94,091 | -2,563 | 58,737 | |||
| 18 Nov | 50363.80 | 6.5 | -5.50 | 21.20 | 1,52,312 | 19,304 | 61,514 | |||
| 14 Nov | 50179.55 | 12 | -7.00 | 19.62 | 1,37,351 | 14,200 | 42,336 | |||
| 13 Nov | 50088.35 | 19 | 1.90 | 19.90 | 98,639 | 1,428 | 28,017 | |||
| 12 Nov | 51157.80 | 17.1 | -9.45 | 15.37 | 61,552 | 1,022 | 26,994 | |||
| 11 Nov | 51876.75 | 26.55 | -4.90 | 13.00 | 50,813 | 2,870 | 26,175 | |||
| 8 Nov | 51561.20 | 31.45 | -29.55 | 13.36 | 54,957 | 348 | 23,497 | |||
| 7 Nov | 51916.50 | 61 | -62.20 | 13.32 | 61,859 | 380 | 23,111 | |||
| 6 Nov | 52317.40 | 123.2 | 12.30 | 13.19 | 41,311 | 4,420 | 22,782 | |||
| 5 Nov | 52207.25 | 110.9 | 49.90 | 13.76 | 36,066 | 2,481 | 18,343 | |||
| 4 Nov | 51215.25 | 61 | -33.15 | 14.97 | 33,995 | -2,012 | 15,896 | |||
| 1 Nov | 51673.90 | 94.15 | -15.80 | 13.70 | 3,999 | 814 | 17,991 | |||
| 31 Oct | 51475.35 | 109.95 | -29.05 | - | 28,206 | 3,702 | 17,187 | |||
| 30 Oct | 51807.50 | 139 | -60.75 | - | 25,897 | 3,574 | 13,388 | |||
| 29 Oct | 52320.70 | 199.75 | 110.40 | - | 24,404 | 3,254 | 9,911 | |||
| 28 Oct | 51259.30 | 89.35 | 19.35 | - | 10,477 | 507 | 6,786 | |||
| 25 Oct | 50787.45 | 70 | -60.00 | - | 18,964 | 1,232 | 6,279 | |||
| 24 Oct | 51531.15 | 130 | 14.85 | - | 9,055 | 459 | 5,091 | |||
| 23 Oct | 51239.00 | 115.15 | -4.90 | - | 7,780 | 47 | 4,633 | |||
| 22 Oct | 51257.15 | 120.05 | -71.30 | - | 8,687 | 446 | 4,550 | |||
| 21 Oct | 51962.70 | 191.35 | -93.40 | - | 7,509 | 1,313 | 4,108 | |||
| 18 Oct | 52094.20 | 284.75 | 107.25 | - | 4,627 | -373 | 2,819 | |||
| 17 Oct | 51288.80 | 177.5 | -80.70 | - | 3,147 | 356 | 3,193 | |||
| 16 Oct | 51801.05 | 258.2 | -12.50 | - | 760 | 17 | 2,838 | |||
| 15 Oct | 51906.00 | 270.7 | 1.90 | - | 632 | -3 | 2,828 | |||
| 14 Oct | 51816.90 | 268.8 | 68.10 | - | 1,669 | 562 | 2,842 | |||
| 11 Oct | 51172.30 | 200.7 | -61.05 | - | 1,424 | -19 | 2,288 | |||
| 10 Oct | 51530.90 | 261.75 | 5.25 | - | 1,113 | 140 | 2,306 | |||
| 9 Oct | 51007.00 | 256.5 | -13.05 | - | 833 | 109 | 2,166 | |||
| 8 Oct | 51021.00 | 269.55 | 22.55 | - | 526 | 58 | 2,061 | |||
| 7 Oct | 50478.90 | 247 | -88.05 | - | 1,823 | 57 | 2,008 | |||
| 4 Oct | 51462.05 | 335.05 | -93.65 | - | 1,840 | 7 | 1,959 | |||
| 3 Oct | 51845.20 | 428.7 | -316.80 | - | 2,023 | 42 | 1,958 | |||
| 1 Oct | 52922.60 | 745.5 | -73.50 | - | 749 | -71 | 1,920 | |||
| 30 Sept | 52978.10 | 819 | -375.30 | - | 3,814 | 144 | 1,994 | |||
| 27 Sept | 53834.30 | 1194.3 | -124.15 | - | 932 | 453 | 1,864 | |||
| 26 Sept | 54375.35 | 1318.45 | 60.75 | - | 1,456 | 541 | 1,409 | |||
| 25 Sept | 54101.65 | 1257.7 | 7.70 | - | 316 | 158 | 868 | |||
| 24 Sept | 53968.60 | 1250 | -45.95 | - | 658 | 278 | 694 | |||
| 23 Sept | 54105.80 | 1295.95 | 83.10 | - | 801 | 416 | 416 | |||
| 20 Sept | 53793.20 | 1212.85 | 0.00 | - | 0 | 0 | 0 | |||
| 19 Sept | 53037.60 | 1212.85 | 0.00 | - | 0 | 0 | 0 | |||
| 18 Sept | 52750.40 | 1212.85 | 0.00 | - | 0 | 0 | 0 | |||
| 17 Sept | 52188.65 | 1212.85 | 0.00 | - | 0 | 0 | 0 | |||
| 16 Sept | 52153.15 | 1212.85 | 0.00 | - | 0 | 0 | 0 | |||
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| 13 Sept | 51938.05 | 1212.85 | 0.00 | - | 0 | 0 | 0 | |||
| 12 Sept | 51772.40 | 1212.85 | 0.00 | - | 0 | 0 | 0 | |||
| 11 Sept | 51010.00 | 1212.85 | 0.00 | - | 0 | 0 | 0 | |||
| 10 Sept | 51272.30 | 1212.85 | 0.00 | - | 0 | 0 | 0 | |||
| 9 Sept | 51117.80 | 1212.85 | 0.00 | - | 0 | 0 | 0 | |||
| 6 Sept | 50576.85 | 1212.85 | 0.00 | - | 0 | 0 | 0 | |||
| 5 Sept | 51473.05 | 1212.85 | 0.00 | - | 0 | 0 | 0 | |||
| 4 Sept | 51400.25 | 1212.85 | 0.00 | - | 0 | 0 | 0 | |||
| 3 Sept | 51689.10 | 1212.85 | 0.00 | - | 0 | 0 | 0 | |||
| 2 Sept | 51439.55 | 1212.85 | 0.00 | - | 0 | 0 | 0 | |||
| 30 Aug | 51351.00 | 1212.85 | 0.00 | - | 0 | 0 | 0 | |||
| 29 Aug | 51165.25 | 1212.85 | - | 0 | 0 | 0 | ||||
For Nifty Bank - strike price 54500 expiring on 27NOV2024
Delta for 54500 CE is 0.01
Historical price for 54500 CE is as follows
On 21 Nov BANKNIFTY was trading at 50438.75. The strike last trading price was 4.8, which was -0.80 lower than the previous day. The implied volatity was 24.72, the open interest changed by 9685 which increased total open position to 68627
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 5.6, which was -0.90 lower than the previous day. The implied volatity was 21.64, the open interest changed by -2563 which decreased total open position to 58737
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 6.5, which was -5.50 lower than the previous day. The implied volatity was 21.20, the open interest changed by 19304 which increased total open position to 61514
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 12, which was -7.00 lower than the previous day. The implied volatity was 19.62, the open interest changed by 14200 which increased total open position to 42336
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 19, which was 1.90 higher than the previous day. The implied volatity was 19.90, the open interest changed by 1428 which increased total open position to 28017
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 17.1, which was -9.45 lower than the previous day. The implied volatity was 15.37, the open interest changed by 1022 which increased total open position to 26994
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 26.55, which was -4.90 lower than the previous day. The implied volatity was 13.00, the open interest changed by 2870 which increased total open position to 26175
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 31.45, which was -29.55 lower than the previous day. The implied volatity was 13.36, the open interest changed by 348 which increased total open position to 23497
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 61, which was -62.20 lower than the previous day. The implied volatity was 13.32, the open interest changed by 380 which increased total open position to 23111
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 123.2, which was 12.30 higher than the previous day. The implied volatity was 13.19, the open interest changed by 4420 which increased total open position to 22782
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 110.9, which was 49.90 higher than the previous day. The implied volatity was 13.76, the open interest changed by 2481 which increased total open position to 18343
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 61, which was -33.15 lower than the previous day. The implied volatity was 14.97, the open interest changed by -2012 which decreased total open position to 15896
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 94.15, which was -15.80 lower than the previous day. The implied volatity was 13.70, the open interest changed by 814 which increased total open position to 17991
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 109.95, which was -29.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 139, which was -60.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 199.75, which was 110.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 89.35, which was 19.35 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 70, which was -60.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 130, which was 14.85 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 115.15, which was -4.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 120.05, which was -71.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 191.35, which was -93.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 284.75, which was 107.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 177.5, which was -80.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 258.2, which was -12.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 270.7, which was 1.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 268.8, which was 68.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 200.7, which was -61.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 261.75, which was 5.25 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 256.5, which was -13.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 269.55, which was 22.55 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 247, which was -88.05 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 335.05, which was -93.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 428.7, which was -316.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 745.5, which was -73.50 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 819, which was -375.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 1194.3, which was -124.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 1318.45, which was 60.75 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54101.65. The strike last trading price was 1257.7, which was 7.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 1250, which was -45.95 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 1295.95, which was 83.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 1212.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 1212.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 1212.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 1212.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 1212.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 1212.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 1212.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 1212.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 1212.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 1212.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 1212.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 1212.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 1212.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 1212.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 1212.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 1212.85, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 1212.85, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
| BANKNIFTY 27NOV2024 54500 PE | |||||||
|---|---|---|---|---|---|---|---|
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Delta: -0.93
Vega: 8.78
Theta: -14.63
Gamma: 0.00
|
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| Date | Close | Ltp | Change | IV | Volume | Change OI | OI |
| 21 Nov | 50438.75 | 4050 | 50.00 | 39.37 | 482 | -60 | 13,013 |
| 19 Nov | 50626.50 | 4000 | -71.70 | 35.65 | 428 | -120 | 13,079 |
| 18 Nov | 50363.80 | 4071.7 | -123.35 | 32.15 | 899 | -154 | 13,213 |
| 14 Nov | 50179.55 | 4195.05 | 229.50 | 29.49 | 337 | -60 | 13,370 |
| 13 Nov | 50088.35 | 3965.55 | 883.35 | - | 2,907 | 2,702 | 13,430 |
| 12 Nov | 51157.80 | 3082.2 | 635.70 | - | 150 | 5 | 10,728 |
| 11 Nov | 51876.75 | 2446.5 | -303.50 | - | 670 | -24 | 10,724 |
| 8 Nov | 51561.20 | 2750 | 396.95 | 15.61 | 193 | 5 | 10,748 |
| 7 Nov | 51916.50 | 2353.05 | 438.25 | 12.20 | 334 | 17 | 10,746 |
| 6 Nov | 52317.40 | 1914.8 | -315.45 | 12.87 | 624 | 320 | 10,730 |
| 5 Nov | 52207.25 | 2230.25 | -740.80 | 15.50 | 730 | -53 | 10,410 |
| 4 Nov | 51215.25 | 2971.05 | 341.05 | 13.96 | 172 | 14 | 10,463 |
| 1 Nov | 51673.90 | 2630 | 79.90 | 16.88 | 125 | -16 | 10,449 |
| 31 Oct | 51475.35 | 2550.1 | 240.10 | - | 1,961 | 310 | 10,466 |
| 30 Oct | 51807.50 | 2310 | 277.95 | - | 10,233 | 8,586 | 10,156 |
| 29 Oct | 52320.70 | 2032.05 | -769.65 | - | 1,219 | 717 | 1,571 |
| 28 Oct | 51259.30 | 2801.7 | -798.30 | - | 227 | 123 | 854 |
| 25 Oct | 50787.45 | 3600 | 1030.15 | - | 91 | 32 | 731 |
| 24 Oct | 51531.15 | 2569.85 | -328.75 | - | 65 | 33 | 699 |
| 23 Oct | 51239.00 | 2898.6 | 148.60 | - | 51 | 16 | 667 |
| 22 Oct | 51257.15 | 2750 | 411.00 | - | 41 | 1 | 648 |
| 21 Oct | 51962.70 | 2339 | 187.95 | - | 57 | -10 | 646 |
| 18 Oct | 52094.20 | 2151.05 | -622.65 | - | 345 | 11 | 662 |
| 17 Oct | 51288.80 | 2773.7 | 423.70 | - | 233 | -80 | 652 |
| 16 Oct | 51801.05 | 2350 | 60.15 | - | 10 | -3 | 732 |
| 15 Oct | 51906.00 | 2289.85 | -80.15 | - | 22 | 6 | 735 |
| 14 Oct | 51816.90 | 2370 | -555.40 | - | 49 | -11 | 730 |
| 11 Oct | 51172.30 | 2925.4 | 377.40 | - | 32 | 3 | 740 |
| 10 Oct | 51530.90 | 2548 | -392.00 | - | 23 | -9 | 738 |
| 9 Oct | 51007.00 | 2940 | -59.00 | - | 52 | -19 | 748 |
| 8 Oct | 51021.00 | 2999 | -347.70 | - | 54 | -29 | 767 |
| 7 Oct | 50478.90 | 3346.7 | 767.70 | - | 276 | -82 | 797 |
| 4 Oct | 51462.05 | 2579 | 349.95 | - | 106 | -34 | 880 |
| 3 Oct | 51845.20 | 2229.05 | 676.05 | - | 667 | -20 | 926 |
| 1 Oct | 52922.60 | 1553 | -17.45 | - | 287 | -55 | 948 |
| 30 Sept | 52978.10 | 1570.45 | 370.05 | - | 1,187 | -456 | 1,023 |
| 27 Sept | 53834.30 | 1200.4 | 61.90 | - | 952 | 90 | 1,479 |
| 26 Sept | 54375.35 | 1138.5 | -125.25 | - | 1,953 | 939 | 1,401 |
| 25 Sept | 54101.65 | 1263.75 | -34.35 | - | 73 | 34 | 459 |
| 24 Sept | 53968.60 | 1298.1 | -0.90 | - | 466 | 327 | 426 |
| 23 Sept | 54105.80 | 1299 | -196.25 | - | 120 | 71 | 88 |
| 20 Sept | 53793.20 | 1495.25 | -2094.80 | - | 22 | 18 | 18 |
| 19 Sept | 53037.60 | 3590.05 | 0.00 | - | 0 | 0 | 0 |
| 18 Sept | 52750.40 | 3590.05 | 0.00 | - | 0 | 0 | 0 |
| 17 Sept | 52188.65 | 3590.05 | 0.00 | - | 0 | 0 | 0 |
| 16 Sept | 52153.15 | 3590.05 | 0.00 | - | 0 | 0 | 0 |
| 13 Sept | 51938.05 | 3590.05 | 0.00 | - | 0 | 0 | 0 |
| 12 Sept | 51772.40 | 3590.05 | 0.00 | - | 0 | 0 | 0 |
| 11 Sept | 51010.00 | 3590.05 | 0.00 | - | 0 | 0 | 0 |
| 10 Sept | 51272.30 | 3590.05 | 0.00 | - | 0 | 0 | 0 |
| 9 Sept | 51117.80 | 3590.05 | 0.00 | - | 0 | 0 | 0 |
| 6 Sept | 50576.85 | 3590.05 | 3590.05 | - | 0 | 0 | 0 |
| 5 Sept | 51473.05 | 0 | 0.00 | - | 0 | 0 | 0 |
| 4 Sept | 51400.25 | 0 | 0.00 | - | 0 | 0 | 0 |
| 3 Sept | 51689.10 | 0 | 0.00 | - | 0 | 0 | 0 |
| 2 Sept | 51439.55 | 0 | 0.00 | - | 0 | 0 | 0 |
| 30 Aug | 51351.00 | 0 | 0.00 | - | 0 | 0 | 0 |
| 29 Aug | 51165.25 | 0.00 | - | 0 | 0 | 0 | |
For Nifty Bank - strike price 54500 expiring on 27NOV2024
Delta for 54500 PE is -0.93
Historical price for 54500 PE is as follows
On 21 Nov BANKNIFTY was trading at 50438.75. The strike last trading price was 4050, which was 50.00 higher than the previous day. The implied volatity was 39.37, the open interest changed by -60 which decreased total open position to 13013
On 19 Nov BANKNIFTY was trading at 50626.50. The strike last trading price was 4000, which was -71.70 lower than the previous day. The implied volatity was 35.65, the open interest changed by -120 which decreased total open position to 13079
On 18 Nov BANKNIFTY was trading at 50363.80. The strike last trading price was 4071.7, which was -123.35 lower than the previous day. The implied volatity was 32.15, the open interest changed by -154 which decreased total open position to 13213
On 14 Nov BANKNIFTY was trading at 50179.55. The strike last trading price was 4195.05, which was 229.50 higher than the previous day. The implied volatity was 29.49, the open interest changed by -60 which decreased total open position to 13370
On 13 Nov BANKNIFTY was trading at 50088.35. The strike last trading price was 3965.55, which was 883.35 higher than the previous day. The implied volatity was -, the open interest changed by 2702 which increased total open position to 13430
On 12 Nov BANKNIFTY was trading at 51157.80. The strike last trading price was 3082.2, which was 635.70 higher than the previous day. The implied volatity was -, the open interest changed by 5 which increased total open position to 10728
On 11 Nov BANKNIFTY was trading at 51876.75. The strike last trading price was 2446.5, which was -303.50 lower than the previous day. The implied volatity was -, the open interest changed by -24 which decreased total open position to 10724
On 8 Nov BANKNIFTY was trading at 51561.20. The strike last trading price was 2750, which was 396.95 higher than the previous day. The implied volatity was 15.61, the open interest changed by 5 which increased total open position to 10748
On 7 Nov BANKNIFTY was trading at 51916.50. The strike last trading price was 2353.05, which was 438.25 higher than the previous day. The implied volatity was 12.20, the open interest changed by 17 which increased total open position to 10746
On 6 Nov BANKNIFTY was trading at 52317.40. The strike last trading price was 1914.8, which was -315.45 lower than the previous day. The implied volatity was 12.87, the open interest changed by 320 which increased total open position to 10730
On 5 Nov BANKNIFTY was trading at 52207.25. The strike last trading price was 2230.25, which was -740.80 lower than the previous day. The implied volatity was 15.50, the open interest changed by -53 which decreased total open position to 10410
On 4 Nov BANKNIFTY was trading at 51215.25. The strike last trading price was 2971.05, which was 341.05 higher than the previous day. The implied volatity was 13.96, the open interest changed by 14 which increased total open position to 10463
On 1 Nov BANKNIFTY was trading at 51673.90. The strike last trading price was 2630, which was 79.90 higher than the previous day. The implied volatity was 16.88, the open interest changed by -16 which decreased total open position to 10449
On 31 Oct BANKNIFTY was trading at 51475.35. The strike last trading price was 2550.1, which was 240.10 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Oct BANKNIFTY was trading at 51807.50. The strike last trading price was 2310, which was 277.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Oct BANKNIFTY was trading at 52320.70. The strike last trading price was 2032.05, which was -769.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 28 Oct BANKNIFTY was trading at 51259.30. The strike last trading price was 2801.7, which was -798.30 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Oct BANKNIFTY was trading at 50787.45. The strike last trading price was 3600, which was 1030.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Oct BANKNIFTY was trading at 51531.15. The strike last trading price was 2569.85, which was -328.75 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Oct BANKNIFTY was trading at 51239.00. The strike last trading price was 2898.6, which was 148.60 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 22 Oct BANKNIFTY was trading at 51257.15. The strike last trading price was 2750, which was 411.00 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 21 Oct BANKNIFTY was trading at 51962.70. The strike last trading price was 2339, which was 187.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Oct BANKNIFTY was trading at 52094.20. The strike last trading price was 2151.05, which was -622.65 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Oct BANKNIFTY was trading at 51288.80. The strike last trading price was 2773.7, which was 423.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Oct BANKNIFTY was trading at 51801.05. The strike last trading price was 2350, which was 60.15 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 15 Oct BANKNIFTY was trading at 51906.00. The strike last trading price was 2289.85, which was -80.15 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 14 Oct BANKNIFTY was trading at 51816.90. The strike last trading price was 2370, which was -555.40 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Oct BANKNIFTY was trading at 51172.30. The strike last trading price was 2925.4, which was 377.40 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Oct BANKNIFTY was trading at 51530.90. The strike last trading price was 2548, which was -392.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Oct BANKNIFTY was trading at 51007.00. The strike last trading price was 2940, which was -59.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 8 Oct BANKNIFTY was trading at 51021.00. The strike last trading price was 2999, which was -347.70 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 7 Oct BANKNIFTY was trading at 50478.90. The strike last trading price was 3346.7, which was 767.70 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Oct BANKNIFTY was trading at 51462.05. The strike last trading price was 2579, which was 349.95 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Oct BANKNIFTY was trading at 51845.20. The strike last trading price was 2229.05, which was 676.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 1 Oct BANKNIFTY was trading at 52922.60. The strike last trading price was 1553, which was -17.45 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Sept BANKNIFTY was trading at 52978.10. The strike last trading price was 1570.45, which was 370.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 27 Sept BANKNIFTY was trading at 53834.30. The strike last trading price was 1200.4, which was 61.90 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 26 Sept BANKNIFTY was trading at 54375.35. The strike last trading price was 1138.5, which was -125.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 25 Sept BANKNIFTY was trading at 54101.65. The strike last trading price was 1263.75, which was -34.35 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 24 Sept BANKNIFTY was trading at 53968.60. The strike last trading price was 1298.1, which was -0.90 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 23 Sept BANKNIFTY was trading at 54105.80. The strike last trading price was 1299, which was -196.25 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 20 Sept BANKNIFTY was trading at 53793.20. The strike last trading price was 1495.25, which was -2094.80 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 19 Sept BANKNIFTY was trading at 53037.60. The strike last trading price was 3590.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 18 Sept BANKNIFTY was trading at 52750.40. The strike last trading price was 3590.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 17 Sept BANKNIFTY was trading at 52188.65. The strike last trading price was 3590.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 16 Sept BANKNIFTY was trading at 52153.15. The strike last trading price was 3590.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 13 Sept BANKNIFTY was trading at 51938.05. The strike last trading price was 3590.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 12 Sept BANKNIFTY was trading at 51772.40. The strike last trading price was 3590.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 11 Sept BANKNIFTY was trading at 51010.00. The strike last trading price was 3590.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 10 Sept BANKNIFTY was trading at 51272.30. The strike last trading price was 3590.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 9 Sept BANKNIFTY was trading at 51117.80. The strike last trading price was 3590.05, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 6 Sept BANKNIFTY was trading at 50576.85. The strike last trading price was 3590.05, which was 3590.05 higher than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 5 Sept BANKNIFTY was trading at 51473.05. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 4 Sept BANKNIFTY was trading at 51400.25. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 3 Sept BANKNIFTY was trading at 51689.10. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 2 Sept BANKNIFTY was trading at 51439.55. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 30 Aug BANKNIFTY was trading at 51351.00. The strike last trading price was 0, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
On 29 Aug BANKNIFTY was trading at 51165.25. The strike last trading price was 0.00, which was lower than the previous day. The implied volatity was -, the open interest changed by which decreased total open position to
